Seber G.A.F., Lee A.J. Linear Regression Analysis

Wiley, 2003. — 582 p. — ISBN: 9780471415404Concise, mathematically clear, and comprehensive treatment of the subject.
Expanded coverage of diagnostics and methods of model fitting.
Requires no specialized knowledge beyond a good grasp of matrix algebra and some acquaintance with straight-line regression and simple analysis of variance models.
More than 200 problems throughout the book plus outline solutions for the exercises.
This revision has been extensively class-tested.Author Information
George A. F. Seber, PhD, is Professor Emeritus of Statistics at the University of Auckland, New Zealand.
Alan J. Lee, PhD, is the Chairman of the Department of Statistics at the University of Auckland.Vectors of Random Variables.
Multivariate Normal Distribution.
Linear Regression: Estimation and Distribution Theory.
Hypothesis Testing.
Confidence Intervals and Regions.
Straight-Line Regression.
Polynomial Regression.
Analysis of Variance.
Departures from Underlying Assumptions.
Departures from Assumptions: Diagnosis and Remedies.
Computational Algorithms for Fitting a Regression.
Prediction and Model Selection.
Appendix A. Some Matrix Algebra.
Appendix B. Orthogonal Projections.
Appendix C. Tables.
Outline Solutions to Selected Exercises.